Sequential estimation for fractional Fractional ornstein-uhlenbeck type process

Rao, B L S P2012-12-102012-12-102004Sequential Analysis, v 23, no. 1, p 33-44http://hdl.handle.net/10263/5034enFractional Brownian motionSequential maximum likelihood estimationFractional ornstein-uhlenbeck processSequential estimation for fractional Fractional ornstein-uhlenbeck type processArticle